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A new approach to the effect of intervention frequency on the foreign exchange market : evidence from Japan

Utsunomiya, Toshio - In: Applied economics 45 (2013) 25/27, pp. 3742-3759

Persistent link: https://www.econbiz.de/10010345866

Performance of Islamic and conventional stock indices : empirical evidence from an emerging economy

Rana, Md. Ejaz; Akhter, Waheed - In: Financial innovation : FIN 1 (2015) 15, pp. 1-17

. We employed Generalized Autoregressive Conditional Heteroskedastic in the mean (GARCH-M) model. This framework relaxes … constancy assumption of classical linear regression (CLRM) model and allows exchange rate and interest rate volatility to evolve … over time. The GARCH-M framework also reveals results about risk-return trade-off in the context of both Islamic and …

Persistent link: https://www.econbiz.de/10011541805

A panel-regressions investigation of exchange rate volatility

Grossmann, Axel; Orlov, Alexei G. - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 303-326

Persistent link: https://www.econbiz.de/10010471892

Asymmetric relationship between exchange rate volatility and oil price : case study of Thai-Baht

Supanee Harnphattananusorn - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 1, pp. 86-92

Persistent link: https://www.econbiz.de/10013169294

The asymmetric effects of exchange rate volatility on US-Pakistan trade flows : new evidence from nonlinear ARDL approach

Iqbal, Javed; Aziz, Sabahat; Nosheen, Misbah - In: Economic change & restructuring 55 (2022) 1, pp. 225-255

Persistent link: https://www.econbiz.de/10012817331

Examining the asymmetric effects of third-country exchange rate volatility on Pakistan-China commodity trade

Usman, Ahmed; Apergēs, Nikolaos; Anwar, Sofia - In: Journal of international commerce, economics and policy 12 (2021) 2, pp. 1-39

Persistent link: https://www.econbiz.de/10012650950

Exchange rate volatility and Turkey-US commodity trade : An asymmetry analysis

Bahmani-Oskooee, Mohsen; Karamelikli, Huseyin - In: Economic issues 25 (2020) 2, pp. 1-29

Persistent link: https://www.econbiz.de/10012654879

Exchange rate volatility and domestic investment in G7 : are the effects asymmetric?

Bahmani-Oskooee, Mohsen; Baek, Jungho - In: Empirica : journal of european economics 48 (2021) 3, pp. 775-799

Persistent link: https://www.econbiz.de/10012588145

Exchange rate volatility, the contagion and spillover effect from South African to other SADC currency markets : 2007-2015

Qabhobho, Thobekile; Wait, Charles; Le Roux, Pierre - In: African journal of business and economic research : AJBER 15 (2020) 2, pp. 7-24

Persistent link: https://www.econbiz.de/10012666116

Exchange rate volatility and tourism demand in India: unraveling the asymmetric relationship

Sharma, Chandan; Pal, Debdatta - In: Journal of travel research : a quarterly publication of … 59 (2020) 7, pp. 1282-1297

Persistent link: https://www.econbiz.de/10012268392